2014•arXiv (Cornell University)Open access

Multifractional Poisson process, multistable subordinator and related limit theorems

Ilya S. Molchanov, Kostiantyn Ralchenko

Abstract

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process.

Open-access reader

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Subordinator, Poisson distribution, Limit (mathematics), Stability (learning theory), Convergence (economics), Mathematics, Process (computing), Compound Poisson process